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FINRA-ICE Data Services Structured Trading Activity Reports

Structured Trading Activity Report TBA Pass-Thru Agency CMO Non-Agency CMO/ABS Daily CMBS Weekly CMBS CBO/CDO/CLO
UMBS FNMA FHLMC GNMA OTHER AGENCY
TRADE
COUNT		 UNIQUE
SEC ID'S		 $ TRADES
(000'S)		 TRADE
COUNT		 UNIQUE
SEC ID'S		 $ TRADES
(000'S)		 TRADE
COUNT		 UNIQUE
SEC ID'S		 $ TRADES
(000'S)		 TRADE
COUNT		 UNIQUE
SEC ID'S		 $ TRADES
(000'S)		 TRADE
COUNT		 UNIQUE
SEC ID'S		 $ TRADES
(000'S)
AGENCY PASS-THRU (TBA, STIP, $ ROLLS)
SINGLE FAMILY 15Y 1,257 28 25,412,430.0 - - - - - - - - - - - -
SINGLE FAMILY 30Y 4,245 38 126,045,266.0 - - - - - - 2,733 37 116,829,089.2 - - -
OTHER - - - 21 10 567,686.0 - - - 86 15 1,164,433.2 - - -
AGENCY PASS-THRU (SPECIFIED)
SINGLE FAMILY 15Y 329 138 991,156.5 56 47 396,304.4 33 12 26,997.0 36 16 42,187.5 - - -
SINGLE FAMILY 30Y 2,133 828 4,748,444.9 13 9 26,467.9 180 63 90,566.7 960 471 8,104,340.1 - - -
ADJUSTABLE/HYBRID - - - 43 23 72,183.2 8 7 30,852.9 24 14 400,532.4 14 14 7,382.3
OTHER - - - - - - - - - - - - - - -
AGENCY CMO
P&I - - - 142 71 910,365.0 102 56 299,223.9 148 84 166,093.7 10 6 55,500.9
IO/PO - - - 35 32 90,418.1 30 24 516,039.0 36 26 95,902.9 - - -
INVESTMENT GRADE NON-INVESTMENT GRADE †
TRADE COUNT UNIQUE SEC ID'S $ TRADES (000'S) TRADE COUNT UNIQUE SEC ID'S $ TRADES (000'S)
NON-AGENCY CMO
P&I 112 86 357,748.1 142 91 44,385.5
IO/PO * * * * * *
NON-AGENCY CMBS
P&I 116 81 252,157.8 34 21 114,064.9
IO/PO * * * - - -
AGENCY CMBS
P&I 13 9 11,995.4 67 37 168,593.8
IO/PO - - - 9 7 384,565.9
ABS 366 175 512,322.9 36 26 65,248.8
CBO/CDO/CLO 57 41 186,005.8 31 19 104,851.1
OTHER - - - - - -
* Indicates trade count is less than 5
† Includes Unrated Securities
Data updated with current day's trades at approximately 8PM New York time
Effective June 1st, 2015 ABS List or Fixed Offering Price and Takedown Transactions (as defined in FINRA Rule 6710), as well as CMO transactions in securities newly added to the system on the report day will be excluded from inclusion in the FINRA-ICE Data daily Securitized Product Report and Pricing Tables. Previously created reports will not be adjusted for the change.

Should you have any questions, please call TRACE Data Services at 888-507-3665 or email [email protected].